Lorenzo Camponovo
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Lorenzo |
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Camponovo |
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Affiliations
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University of Surrey
/ School of Economics
Research profile
author of:
- Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models (RePEc:arx:papers:1312.1473)
by Francesco Audrino & Lorenzo Camponovo - Predictability Hidden by Anomalous Observations (RePEc:arx:papers:1612.05072)
by Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani - Nonparametric likelihood for volatility under high frequency data (RePEc:cep:stiecm:/2015/581)
by Lorenzo Camponovo & Yukitoshi Matsushita & Taisuke Otsu - Robustness of bootstrap in instrumental variable regression (RePEc:cep:stiecm:572)
by Lorenzo Camponovo & Taisuke Otsu - Empirical likelihood for high frequency data (RePEc:cep:stiecm:591)
by Lorenzo Camponovo & Yukitoshi Matsushita & Taisuke Otsu - Relative error accurate statistic based on nonparametric likelihood (RePEc:cep:stiecm:593)
by Lorenzo Camponovo & Taisuke Otsu - Robust Subsampling (RePEc:chf:rpseri:rp0633)
by Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani - Robust Resampling Methods for Time Series (RePEc:chf:rpseri:rp0938)
by Lorenzo CAMPONOVO & Olivier SCAILLET & Fabio TROJANI - Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy (RePEc:chf:rpseri:rp1641)
by Lorenzo CAMPONOVO & Olivier SCAILLET & Fabio TROJANI - Differencing Transformations And Inference In Predictive Regression Models (RePEc:cup:etheor:v:31:y:2015:i:06:p:1331-1358_00)
by Camponovo, Lorenzo - Breakdown Point Theory for Implied Probability Bootstrap (RePEc:cwl:cwldpp:1793)
by Lorenzo Camponovo & Taisuke Otsu - Robustness of Bootstrap in Instrumental Variable Regression (RePEc:cwl:cwldpp:1796)
by Lorenzo Camponovo & Taisuke Otsu - On Bartlett Correctability of Empirical Likelihood in Generalized �Power Divergence Family (RePEc:cwl:cwldpp:1825)
by Lorenzo Camponovo & Taisuke Otsu - Robust heart rate variability analysis by generalized entropy minimization (RePEc:eee:csdana:v:82:y:2015:i:c:p:137-151)
by La Vecchia, Davide & Camponovo, Lorenzo & Ferrari, Davide - Robust subsampling (RePEc:eee:econom:v:167:y:2012:i:1:p:197-210)
by Camponovo, Lorenzo & Scaillet, Olivier & Trojani, Fabio - On Bartlett correctability of empirical likelihood in generalized power divergence family (RePEc:eee:stapro:v:86:y:2014:i:c:p:38-43)
by Camponovo, Lorenzo & Otsu, Taisuke - On Bartlett correctability of empirical likelihood in generalized power divergence family (RePEc:ehl:lserod:55597)
by Camponovo, Lorenzo & Otsu, Taisuke - Robustness of bootstrap in instrumental variable regression (RePEc:ehl:lserod:58185)
by Camponovo, Lorenzo & Otsu, Taisuke - Robustness of bootstrap in instrumental variable regression (RePEc:ehl:lserod:60185)
by Camponovo, Lorenzo & Otsu, Taisuke - The finite sample performance of inference methods for propensity score matching and weighting estimators (RePEc:fri:fribow:fribow00466)
by Bodory, Hugo & Huber, Martin & Camponovo, Lorenzo & Lechner, Michael - A wild bootstrap algorithm for propensity score matching estimators (RePEc:fri:fribow:fribow00470)
by Huber, Martin & Camponovo, Lorenzo & Bodory, Hugo & Lechner, Michael - The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators (RePEc:iza:izadps:dp9706)
by Bodory, Hugo & Camponovo, Lorenzo & Huber, Martin & Lechner, Michael - On the validity of the pairs bootstrap for lasso estimators (RePEc:oup:biomet:v:102:y:2015:i:4:p:981-987.)
by L. Camponovo - Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy (RePEc:oup:jfinec:v:15:y:2017:i:3:p:377-387.)
by Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani - Erratum to Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy (RePEc:oup:jfinec:v:15:y:2017:i:3:p:505-505.)
by Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani - Robustness of Bootstrap in Instrumental Variable Regression (RePEc:taf:emetrv:v:34:y:2015:i:3:p:352-393)
by Lorenzo Camponovo & Taisuke Otsu - Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models (RePEc:usg:econwp:2013:27)
by Audrino, Francesco & Camponovo, Lorenzo - Testing the lag structure of assets’ realized volatility dynamics (RePEc:usg:econwp:2015:01)
by Audrino, Francesco & Camponovo, Lorenzo & Roth, Constantin - The finite sample performance of inference methods for propensity score matching and weighting estimators (RePEc:usg:econwp:2016:04)
by Bodory, Hugo & Camponovo, Lorenzo & Huber, Martin & Lechner, Michael - Breakdown point theory for implied probability bootstrap (RePEc:wly:emjrnl:v:15:y:2012:i:1:p:32-55)
by Lorenzo Camponovo & Taisuke Otsu - Asymptotic refinements of nonparametric bootstrap for quasi‐likelihood ratio tests for classes of extremum estimators (RePEc:wly:emjrnl:v:19:y:2016:i:1:p:33-54)
by Lorenzo Camponovo